Page 503 - Jolliffe I. Principal Component Analysis

Index
468
metrics 42, 59, 60, 185, 189, 210,
scaling or ordination
220, 260, 325, 331, 373, 382,
techniques
386–388 multidimensional scaling see
optimal metric 387 multilevel models 353
minimax components 267 multiple correlation coefficient 25,
2
minimum χ test 120 141, 143, 174, 177, 191, 197,
minimum description length 19, 198, 403
39, 395 multiple correspondence analysis,
minimum spanning tree (MST) see correspondence analysis
81–83, 130 multiple regression, see regression
minimum variance ellipsoids 267 analysis
misclassification probabilities, see multivariate analysis of variance
discriminant analysis (MANOVA) 102, 351, 353
multivariate normal distribution 8,
missing data 60, 61, 83, 134, 339,
16, 18, 20, 22, 33, 39, 47–55,
363–366, 412
60, 69, 119, 152, 155–157,
estimating covari-
160, 201, 207, 220–222, 236,
ance/correlation
239, 244, 254, 264, 267, 276,
matrices 363–365
299, 338, 339, 365, 367, 368,
estimating PCs 365, 385
379, 386, 388
in biplots 103, 104
curvature 395
in designed experiments 353, 365
see also contours of constant
in regression 363
probability, inference for
mixtures of distributions 61, 165, PCs
200, 221, 222, 241, 364
multivariate regression 17, 183,
modal dispersion matrix 395
223, 228–230, 331, 352
models for PCA 50, 54, 59–61, 119,
multiway PCA, see three-mode
124–126, 132, 151, 158–160,
PCA
220, 364, 369, 405
see also fixed effects model for near-constant relationships
PCA between variables 3, 13, 27,
modified principal components 144 28, 42–44, 119, 138, 167,
most correlated components 26 181, 182, 189, 235, 374, 377,
multichannel singular spectrum 378
analysis (MSSA) 302, 305, nearly equal eigenvalues 43, 262,
307, 308, 310, 311, 316, 329 263, 276, 277, 360, 408, 410
multicollinearities 167, 168, see also stability
170–173, 177, 180, 181, 185, neural networks 200, 266, 373,
188, 196, 286, 378 379–381, 388, 400, 401, 405,
predictive and non-predictive 408, 412–414
multicollinearities 180, 181, analogue/digital 414
185, 188 autoassociative 381
variance inflation factors (VIFs) biological plausibility 413
173, 174 first or last PCs 400, 413
see also ill-conditioning input training net 381